+87.4%
FHN vs WCN
+27.0%
+60.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | 0.0% | -1.7% | +1.8% | +0.3% |
| 30D | -2.6% | -3.0% | +0.4% | -2.1% |
| 3M | 0.0% | +2.5% | -2.5% | -0.6% |
| 6M | +9.2% | -5.7% | +14.9% | +10.2% |
| YTD | +4.3% | -7.4% | +11.8% | +5.5% |
| 1Y | +10.8% | -8.6% | +19.4% | +12.2% |
| 3Y | +130.7% | +19.4% | +111.3% | +121.7% |
| 5Y | +87.4% | +27.2% | +60.2% | +78.2% |
| All | +87.4% | +27.0% | +60.3% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling